A (semi-)parametric functional coefficient autoregressive conditional duration model

In this paper, we propose a class of ACD-type models that accommodates overdispersion, intermittent dynamics, multiple regimes, and sign and size asymmetries in financial durations. In particular, our functional coefficient autoregressive conditional duration (FC-ACD) model relies on a smooth-transition autoregressive specification. The motivation lies on the fact that the latter yields a universal approximation if one lets the number of regimes grows without bound. After establishing that the sufficient conditions for strict stationarity do not exclude explosive regimes, we address model identifiability as well as the existence, consistency, and asymptotic normality of the quasi-maximum likelihood (QML) estimator for the FC-ACD model with a fixed number of regimes. In addition, we also discuss how to consistently estimate using a sieve approach a semiparametric variant of the FC-ACD model that takes the number of regimes to infinity. An empirical illustration indicates that our functional coefficient model is flexible enough to model IBM price durations.

Explosive speciation rates and unusual species richness in haplochromine cichlid fishes: Effects of sexual selection

Ancient lakes are often unusually species rich, mostly as a result of radiation and species-flock formation having taken place in only one or a few of many taxa present. Understanding why some taxa radiate and others do not is at the heart of understanding biodiversity. In this chapter I discuss possible explanations for disproportionally large species numbers in some cichlid fish lineages in East African Great Lakes: the halochromine cichlid fishes in Lakes Victoria and Malawi. I show that speciation rates in this group are higher than in any other lacustrine fish radiation. Against this background, I review hypotheses put forward to explain diversity in cichlid species flocks. The evolution of species diversity requires three processes: speciation, ecological radiation and anatomical diversification, and it is wrong to consider hypotheses that are relevant to different processes as alternatives to each other. The African cichlid species flocks show unusually high ecological species packing in several phylogenetic groups and unusually high speciation rates in haplochromines. Therefore, it maybe concluded that at least two evolutionary models are required to explain the difference between cichlid diversity and other fish diversity in East African Lakes: one for speciation in haplochromines and one for coexistence. Subsequently I review work on speciation in haplochromines, and in particular studies aimed at testing the hypothesis of speciation by sexual selection. Haplochromines have a polygynous mating system, conducive to sexual selection, but other polygynous cichlids are not particularly species rich. This suggests that more than just strong sexual selection is required to explain haplochromine species richness. Recent palaeoecological evidence undermines the previously popular hypotheses that explained the species richness of Lake Victoria in terms of speciation under varying natural or sexual selection regimes in satellite lakes or in isolated lake basins. I summarize experimental and comparative studies, which provide evidence for two mechanisms of sympatric speciation by disruptive sexual selection on polymorphic coloration. Such modes of speciation may explain (i) the high speciation rates in colour polymorphic lineages of haplochromine cichlids under conditions where colour variation is visible in clear water, and (ii) in combination with factors that affect population survival, the unusual species richness in haplochromine species flocks. I argue that sexual selection, if disruptive, can accelerate the pace of adaptive radiation because the resultant genetic population fragmentation allows a much increased rate of differential response to disruptive natural selection. Hence, the ecological pattern of diversity resembles that produced by disruptive natural selection, with the difference that disruptive sexual selection continues to cause (gross) speciation even after niche space is saturated. This may explain the unusually high numbers of very closely related and ecologically similar species in haplochromine species flocks. The role of disruptive sexual selection is twofold: it not only causes speciation, but also maintains reproductive isolation in sympatry between species that have evolved in sympatry or allopatry. Therefore, the maintenance of diversity in species flocks that originated through sexual selection depends on the persistence of the selection regime within the environmental signal space under which that diversity evolved.

Characterization Of Anfo Explosive By High Accuracy Esi(±)-ftms With Forensic Identification On Real Samples By Easi(-)-ms.

Ammonium nitrate fuel oil (ANFO) is an explosive used in many civil applications. In Brazil, ANFO has unfortunately also been used in criminal attacks, mainly in automated teller machine (ATM) explosions. In this paper, we describe a detailed characterization of the ANFO composition and its two main constituents (diesel and a nitrate explosive) using high resolution and accuracy mass spectrometry performed on an FT-ICR-mass spectrometer with electrospray ionization (ESI(±)-FTMS) in both the positive and negative ion modes. Via ESI(-)-MS, an ion marker for ANFO was characterized. Using a direct and simple ambient desorption/ionization technique, i.e., easy ambient sonic-spray ionization mass spectrometry (EASI-MS), in a simpler, lower accuracy but robust single quadrupole mass spectrometer, the ANFO ion marker was directly detected from the surface of banknotes collected from ATM explosion theft.

Explosive Synchronization With Partial Degree-frequency Correlation.

Networks of Kuramoto oscillators with a positive correlation between the oscillators frequencies and the degree of their corresponding vertices exhibit so-called explosive synchronization behavior, which is now under intensive investigation. Here we study and discuss explosive synchronization in a situation that has not yet been considered, namely when only a part, typically a small part, of the vertices is subjected to a degree-frequency correlation. Our results show that in order to have explosive synchronization, it suffices to have degree-frequency correlations only for the hubs, the vertices with the highest degrees. Moreover, we show that a partial degree-frequency correlation does not only promotes but also allows explosive synchronization to happen in networks for which a full degree-frequency correlation would not allow it. We perform a mean-field analysis and our conclusions were corroborated by exhaustive numerical experiments for synthetic networks and also for the undirected and unweighed version of a typical benchmark biological network, namely the neural network of the worm Caenorhabditis elegans. The latter is an explicit example where partial degree-frequency correlation leads to explosive synchronization with hysteresis, in contrast with the fully correlated case, for which no explosive synchronization is observed.

Regimes de precipitação na América do Sul: uma revisão bibliográfica

Como a América do Sul se estende por diferentes latitudes e possui formas de relevo variadas, proporciona a atuação e o desenvolvimento de diferentes sistemas atmosféricos, os quais contribuem para a não homogeneidade climática da região. Portanto o objetivo deste estudo é apresentar uma revisão dos sistemas atmosféricos que atuam nos diferentes setores do continente sul-americano e que contribuem para a precipitação.

Signatures of oxygen on Cu(3)Au(100): From isolated impurity to oxide regimes

We analyze the scanning tunneling microscopy (STM) signatures for the O/Cu(3)Au(100) surface from the low-coverage (isolated impurity) to high-coverage (oxide) regimes. First-principles calculations show that oxygen signatures switch from dark to bright spots as the oxygen coverage increases. This behavior is nicely traced back to a change in the oxygen orbital character of the Fermi-level electronic states. Our results allow for the chemical identification by STM of oxygen and copper atoms in the fully ordered O/Cu(3)Au(100)-c(2x2) surface.

Crossover between the extended and localized regimes in stochastic partially self-avoiding walks in one-dimensional disordered systems

Consider N sites randomly and uniformly distributed in a d-dimensional hypercube. A walker explores this disordered medium going to the nearest site, which has not been visited in the last mu (memory) steps. The walker trajectory is composed of a transient part and a periodic part (cycle). For one-dimensional systems, travelers can or cannot explore all available space, giving rise to a crossover between localized and extended regimes at the critical memory mu(1) = log(2) N. The deterministic rule can be softened to consider more realistic situations with the inclusion of a stochastic parameter T (temperature). In this case, the walker movement is driven by a probability density function parameterized by T and a cost function. The cost function increases as the distance between two sites and favors hops to closer sites. As the temperature increases, the walker can escape from cycles that are reminiscent of the deterministic nature and extend the exploration. Here, we report an analytical model and numerical studies of the influence of the temperature and the critical memory in the exploration of one-dimensional disordered systems.

Kondo screening regimes of a quantum dot with a single Mn ion

We study the Kondo and transport properties of a quantum dot with a single magnetic Mn ion connected to metallic leads. By employing a numerical renormalization group technique we show that depending on the value of ferromagnetic coupling strength between the local electronic spin and the magnetic moment of the Mn, two distinct Kondo regimes exist. In the weak-coupling limit, the system can be found in a completely screened Kondo state describing a local magnetic moment decoupled from the rest of the system. In contrast, in the strong-coupling regime the quantum dot spin and the local magnetic moment form a single large-spin entity partially Kondo screened. A crossover between these two regimes can be suitably tuned by varying the tunnel coupling between the quantum dot and the leads. The model investigated here is also suitable to study magnetic molecules adsorbed on a metallic surface. The rich phenomenology of these systems is reflected in the conductance across the system.

Evaluation of flow regimes in a semi-cylindrical spouted bed through statistical, mutual information, spectral and Hurst`s analysis

Hydrodynamic studies were conducted in a semi-cylindrical spouted bed column of diameter 150 mm, height 1000 mm, conical base included angle of 60 degrees and inlet orifice diameter 25 mm. Pressure transducers at several axial positions were used to obtain pressure fluctuation time series with 1.2 and 2.4 mm glass beads at U/U-ms from 0.3 to 1.6, and static bed depths from 150 to 600 mm. The conditions covered several flow regimes (fixed bed, incipient spouting, stable spouting, pulsating spouting, slugging, bubble spouting and fluidization). Images of the system dynamics were also acquired through the transparent walls with a digital camera. The data were analyzed via statistical, mutual information theory, spectral and Hurst`s Rescaled Range methods to assess the potential of these methods to characterize the spouting quality. The results indicate that these methods have potential for monitoring spouted bed operation.

Operational regimes for a simplified one-step artificial chaperone refolding method

The artificial chaperone method for protein refolding developed by Rozema et al. (Rozema, D.; Gellman, S. H. J. Am. Chem. Soc. 1995, 117 (8), 2373-2374) involves the sequential dilution of denatured protein into a buffer containing detergent (cetyltrimethylammonium bromide, CTAB) and then into a refolding buffer containing cyclodextrin WD). In this paper a simplified one-step artificial chaperone method is reported, whereby CTAB is added directly to the denatured solution, which is then diluted directly into a refolding buffer containing P-cyclodextrin (P-CD). This new method can be applied at high protein concentrations, resulting in smaller processing volumes and a more concentrated protein solution following refolding. The increase in achievable protein concentration results from the enhanced solubility of CTAB at elevated temperatures in concentrated denaturant. The refolding yields obtained for the new method were significantly higher than for control experiments lacking additives and were comparable to the yields obtained with the classical two-step approach. A study of the effect of beta-CD and CTAB concentrations on refolding yield suggested two operational regimes: slow stripping ( beta-CDXTABsimilar to1), most suited for higher protein concentrations, and fast stripping (beta-CD/CTABsimilar to2.7), best suited for lower protein concentrations. An increased chaotrope concentration resulted in higher refolding yields and an enlarged operational regime.

Generic delimitation and phylogenetic uncertainty: An example from a group that has undergone an explosive radiation

Phylogenetic trees can provide a stable basis for a higher-level classification of organisms that reflects evolutionary relationships. However, some lineages have a complex evolutionary history that involves explosive radiation or hybridisation. Such histories have become increasingly apparent with the use of DNA sequence data for phylogeny estimation and explain, in part, past difficulties in producing stable morphology-based classifications for some groups. We illustrate this situation by using the example of tribe Mirbelieae (Fabaceae), whose generic classification has been fraught for decades. In particular, we discuss a recent proposal to combine 19 of the 25 Mirbelieae genera into a single genus, Pultenaea sens. lat., and how we might find stable and consistent ways to squeeze something as complex as life into little boxes for our own convenience. © CSIRO.